ADI SCHEMES FOR NUMERICAL EVALUATION OF AMERICAN OPTIONS UNDER HESTON MODEL

Bachelor's

Saved in:
Bibliographic Details
Main Author: YANG YANQILIU
Other Authors: MATHEMATICS
Published: 2021
Online Access:https://scholarbank.nus.edu.sg/handle/10635/202439
Tags: Add Tag
No Tags, Be the first to tag this record!
Institution: National University of Singapore